+189.6%
XOM vs SNAP
-77.2%
+266.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.5% |
| 7D | +1.8% | +0.7% | +1.0% | +1.7% |
| 30D | +5.9% | +2.6% | +3.2% | +5.7% |
| 3M | +5.6% | -9.9% | +15.5% | +5.8% |
| 6M | +7.9% | +1.9% | +6.0% | +7.2% |
| YTD | +35.2% | -32.2% | +67.4% | +36.8% |
| 1Y | +46.0% | -22.8% | +68.8% | +46.6% |
| 3Y | +55.0% | -47.6% | +102.6% | +54.9% |
| 5Y | +246.3% | -92.7% | +339.0% | +267.6% |
| All | +189.6% | -77.2% | +266.9% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling